0.35Open0.05Pre Close1 Volume100 Open Interest3.00Strike Price35.00Turnover79.87%IV4.33%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8221Delta1.1474Gamma11.08Leverage Ratio-0.0074Theta-0.0002Rho-9.11Eff Leverage0.0007Vega